Functional Data Analysis (FDA)
High-performance Functional Data Analysis tools implemented in Rust with R bindings.
Packages
| Package | Language | Registry | Folder | Status |
|---|---|---|---|---|
| fdars | R | CRAN | fdars-r/ |
|
| fdars-core | Rust | crates.io | fdars-core/ |
|
Features
- Functional Data Operations: Mean, centering, derivatives, Lp norms, geometric median
- Depth Measures: Fraiman-Muniz, modal, band, modified band, random projection, random Tukey, functional spatial, kernel functional spatial, modified epigraph index
- Distance Metrics: Lp distances, Hausdorff, DTW, Fourier-based semimetric, horizontal shift semimetric
- Basis Representations: B-splines, Fourier basis, P-splines with GCV/AIC/BIC selection
- Clustering: K-means, fuzzy c-means with silhouette and Calinski-Harabasz validation
- Smoothing: Nadaraya-Watson, local linear, local polynomial, k-NN
- Regression: Functional PCA, PLS, ridge regression
- Outlier Detection: LRT-based outlier detection with bootstrap thresholding
- Seasonal Analysis: Period estimation, peak detection, seasonal decomposition
Installation
R (fdars)
# From GitHub (requires Rust toolchain)
devtools::install_github("sipemu/fdars", subdir = "fdars-r")
# From binary release (no Rust required)
# Download from GitHub Releases, then:
install.packages("path/to/fdars_x.y.z.tgz", repos = NULL, type = "mac.binary") # macOS
install.packages("path/to/fdars_x.y.z.zip", repos = NULL, type = "win.binary") # Windows
Rust (fdars-core)
[dependencies]
fdars-core = "0.1"
Documentation
- R Package: https://sipemu.github.io/fdars/
- Rust Crate: https://docs.rs/fdars-core
License
MIT